+52.1%
JNJ vs CME
+9.8%
+42.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -1.6% | -1.9% | -3.3% |
| 30D | +2.3% | +5.6% | -3.3% | +1.5% |
| 3M | +12.0% | +5.6% | +6.4% | +11.4% |
| 6M | +10.5% | -8.3% | +18.7% | +11.3% |
| YTD | +30.4% | +4.3% | +26.1% | +29.3% |
| 1Y | +52.1% | +9.1% | +43.0% | +48.8% |
| All | +52.1% | +9.8% | +42.4% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling